First thing first, do not get grabbed. Thats the hard part. Second is keeping them apart. Bomb's work and so does the downsmash.
Icies are more mind games then technical. First if your beating down the secondary then its only natural the primary try to show up to save the day. All you have to know is that as long as your juggling one the other is easy to deal with since he only really has one option and that is to go after you. If he starts spamming you can just ignore it and continue beating down his partner.
Second are the bombs and boomerang. If your not spamming your not playing Link correctly. Always spam bommer and bomb. As long as your holding onto a bomb the amount of time they can CG you is less since its going to explode while your holding it or while they are hiting you. Also while you still holding onto the bomb you can at least throw the boomer.
Third is their wave dashing. Do not use any moves with a long lag time. They can wave dash back into and grab you. Your up+B turns into a your ****ed. Your forward smash would be lucky to get off the first one without them trying to grab you if you decid not to use the second swing. This is probably one of the only fights where the sex kick is not your friend. They can tech hit your kick while the other icy hits you through it so spacing is almost mandatory.
Edit* Platforms or no, its the same thing. Their horizontal game is just their wave dashing. Just know that they can wave dash from one end of the map to the next. There and space accordingly. They can really do much else. They are basically waiting for you to do a move with lag in it and wave dash in to hit you. Bombs, and boomer, and just keep them apart. Time your attacks.
Now majority of what I said seems technical which it is. Just remember though all of that should be second nature if your playing Link. Just take your time and seperate them. Its going to happen. The second you get a hit off you follow it up, do not go after the primary always go after the secondary. If you end up hitting both you keep going for the secondary, because your limiting the options of the other player. While your beating down on his partner he has only one choice and that is to go after you. His options for attack limited and range is also limited.
There you go your icy killer strat.